The Sum and Difference of Two Lognormal Random Variables
Figure 3
Probability density versus : the dash lines denote the distributions of the approximate shifted lognormal process, the dotted lines indicate the distributions of the approximate shifted square-root process, and the solid lines show the exact results. (a) , , , and ; (b) , , , and ; (c) , , , and ; (d) , , , and ; (e) , , , and ; (f) , , , and .